ECBOT 5 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 01-Feb-2011
Day Change Summary
Previous Current
31-Jan-2011 01-Feb-2011 Change Change % Previous Week
Open 117-240 117-080 -0-160 -0.4% 116-260
High 117-240 117-080 -0-160 -0.4% 117-130
Low 117-170 117-070 -0-100 -0.3% 116-260
Close 117-180 117-060 -0-120 -0.3% 117-220
Range 0-070 0-010 -0-060 -85.7% 0-190
ATR 0-070 0-073 0-003 4.1% 0-000
Volume 3,283 4,661 1,378 42.0% 6,274
Daily Pivots for day following 01-Feb-2011
Classic Woodie Camarilla DeMark
R4 117-100 117-090 117-066
R3 117-090 117-080 117-063
R2 117-080 117-080 117-062
R1 117-070 117-070 117-061 117-070
PP 117-070 117-070 117-070 117-070
S1 117-060 117-060 117-059 117-060
S2 117-060 117-060 117-058
S3 117-050 117-050 117-057
S4 117-040 117-040 117-054
Weekly Pivots for week ending 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 119-027 118-313 118-004
R3 118-157 118-123 117-272
R2 117-287 117-287 117-255
R1 117-253 117-253 117-237 117-270
PP 117-097 117-097 117-097 117-105
S1 117-063 117-063 117-203 117-080
S2 116-227 116-227 117-185
S3 116-037 116-193 117-168
S4 115-167 116-003 117-116
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-240 117-020 0-220 0.6% 0-054 0.1% 18% False False 2,562
10 117-240 116-260 0-300 0.8% 0-046 0.1% 40% False False 1,658
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-002
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 117-122
2.618 117-106
1.618 117-096
1.000 117-090
0.618 117-086
HIGH 117-080
0.618 117-076
0.500 117-075
0.382 117-074
LOW 117-070
0.618 117-064
1.000 117-060
1.618 117-054
2.618 117-044
4.250 117-028
Fisher Pivots for day following 01-Feb-2011
Pivot 1 day 3 day
R1 117-075 117-145
PP 117-070 117-117
S1 117-065 117-088

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These figures are updated between 7pm and 10pm EST after a trading day.

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